+778.7%
CLS vs CSX
+75.3%
+703.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | -13.9% | +0.7% | -14.6% | -14.1% |
| 30D | -38.2% | +8.1% | -46.3% | -40.2% |
| 3M | -28.8% | +2.2% | -31.0% | -29.5% |
| 6M | -40.4% | +14.6% | -55.0% | -44.8% |
| YTD | -24.3% | +42.2% | -66.5% | -37.3% |
| 1Y | -35.0% | +47.3% | -82.3% | -47.0% |
| 3Y | +778.7% | +73.5% | +705.2% | +555.4% |
| All | +778.7% | +75.3% | +703.4% | +555.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling